+87.0%
PR vs IAG
+56.5%
+30.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +10.2% | -16.8% | -6.0% |
| 7D | -12.1% | +1.1% | -13.2% | -11.8% |
| 30D | +0.9% | -5.3% | +6.2% | +1.1% |
| 3M | +10.1% | +18.0% | -7.9% | +11.7% |
| 6M | +1.1% | +7.1% | -6.0% | +2.4% |
| YTD | +63.7% | +5.9% | +57.7% | +65.7% |
| 1Y | +87.0% | +59.4% | +27.6% | +88.0% |
| All | +87.0% | +56.5% | +30.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling